A stochastic equation for the maximum likelihood estimate of the parameter of a process of diffusion type

DOI10.1070/RM1982V037N03ABEH003320zbMATH Open0511.62096OpenAlexW2066311673MaRDI QIDQ4749047FDOQ4749047

Authors: E. I. Trofimov 

Publication date: 1982

Published in: Russian Mathematical Surveys (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1070/rm1982v037n03abeh003320

zbMATH Keywords

maximum likelihood estimatediffusion type process

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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